+1,645.8%
PWR vs FSLY
-22.7%
+1,668.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.4% |
| 7D | +11.3% | +4.9% | +6.4% | +10.9% |
| 30D | -8.9% | -33.5% | +24.7% | -6.0% |
| 3M | -10.5% | -44.6% | +34.1% | -6.9% |
| 6M | -22.2% | -9.2% | -12.9% | -22.6% |
| YTD | +42.7% | +63.3% | -20.5% | +30.2% |
| 1Y | +41.1% | +45.3% | -4.2% | +29.9% |
| 3Y | +242.7% | +3.7% | +239.0% | +209.0% |
| 5Y | +418.5% | -67.2% | +485.7% | +369.0% |
| All | +1,645.8% | -22.7% | +1,668.5% | +1,220.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FSLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling